NDLI: Some Sufficient Conditions for Stochastic Comparisons Between Hitting Times for Skip-free Markov Chains

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Some Sufficient Conditions for Stochastic Comparisons Between Hitting Times for Skip-free Markov Chains

Content Provider	Springer Nature Link
Author	Santis, Emilio De Spizzichi, Fabio
Copyright Year	2016
Abstract	We develop some sufficient conditions for the usual stochastic ordering between hitting times, of a fixed state, for two finite Markov chains with the same state-space. Our attention will be focused on the so called skip-free case and, for the proof of our results, we develop a special type of coupling. We also analyze some special cases of applications in the frame of reliability degradation and of times to occurrence of words under random sampling of letters from a finite alphabet. As will be briefly discussed such fields give rise, in a natural way, to skip-free Markov chains.
Ending Page	1034
Page Count	14
Starting Page	1021
File Format	PDF
ISSN	13875841
e-ISSN	15737713
Journal	Methodology and Computing in Applied Probability
Issue Number	4
Volume Number	18
Language	English
Publisher	Springer US
Publisher Date	2016-02-18
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Degradation Life Sciences Economics Word occurrences Business and Management Leading numbers Coupling Inequalities; stochastic orderings Statistics Markov chains (discrete-time Markov processes on discrete state spaces) Electrical Engineering
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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